Theoretical and Empirical Estimates of Mean-Variance Portfolio Sensitivity
Year of publication: |
2013
|
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Authors: | Palczewski, Andrzej |
Other Persons: | Palczewski, Jan (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 10, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.1553073 [DOI] |
Classification: | C13 - Estimation ; C52 - Model Evaluation and Testing ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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